The Catera does not have it like other Cadillacs. I asked the same question on here when I first got mine. Really this one thing about this car that pisses me off.
If you are having a problem right now you can take it to Autozone, Advance...etc... and have them run out the codes for you, free of course. Otherwise I would just plan on buying a scan tool of your own. If you do a search on this section of the forums you can find some cool ones.